+5,633.0%
FAST vs EWT
+452.2%
+5,180.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.5% |
| 7D | +2.1% | -11.7% | +13.8% | +7.2% |
| 30D | +6.9% | -23.2% | +30.1% | +19.0% |
| 3M | +4.8% | -12.5% | +17.3% | +9.9% |
| 6M | +19.8% | -5.9% | +25.7% | +19.9% |
| YTD | +34.9% | +40.5% | -5.6% | +12.0% |
| 1Y | +32.8% | +43.7% | -11.0% | +9.0% |
| 3Y | +93.7% | +136.6% | -42.9% | +23.7% |
| 5Y | +105.3% | +105.1% | +0.2% | +39.1% |
| 10Y | +595.4% | +387.0% | +208.4% | +214.1% |
| All | +5,633.0% | +452.2% | +5,180.9% | +1,616.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling